Atmosphere, as I have learned, plays possibly the biggest role in how your audience feels throughout your "show," whether it be a movie, an album, or in a video game. Focusing on the latter for the moment, I've been thinking of different sorts of feelings I want to project to people who play my games.
The first thing that jumps out at people in an area's atmosphere is, unsurprisingly, the locale. There are some places that are inherently creepy, for whatever reason. There are others that, while not normally creepy, with a few simple additions (or subtractions, as well) become very unnerving.
An example of something that is inherently creepy is a mansion, abandoned but not decrepit. In fact, it's completely intact, which only adds to the creepy factor, in my opinion. With such a sterile environment like that, it raises the scare factor up several notches when you find, say, a bathtub filled with blood, or a fresh hanged corpse.
Now, an example of something that's not normally too creepy, is a modern elementary school, empty for the summer. Now, add in a few broken light bulbs strategically placed to keep the player in the dark for brief periods of time. Suddenly, that hallway that wouldn't faze you any other time has that brief dread as you see that you have to be in complete darkness at times. I'll use this setting throughout this post, so if you're following along, keep it in mind. =P
Going hand in hand with the literal setting, another important consideration is how I want the player to experience this place. If I want to make someone feel uneasy, I'll add lots of narrow corridors, and maybe screw with the geometry of certain rooms subtly, to keep that general unease until it's time for a scene change. Alternately, I'll keep some tone of monotony, just to up the shock factor when something big happens that the player wasn't expecting. Going back to the school example, what if the player gets used to a pattern of hallway - intersection - hallway - intersection etc., then the next intersection is nothing but a giant pit, or a mass of some demonic power concentrated in that one area. The player theoretically should be shaken up, considering the pattern that they've followed so far, has been violated.
A brilliant example of this sort of "uneasy" feeling is playing Resident Evil 4, in this case the way Capcom created the camera angle. The camera is always situated directly behind and over Leon's shoulder. Because of such an awkward placement of the camera, and coupled with the downright creepiness that you're always subjected to throughout the game, I personally found myself to be quite claustrophobic at times, but in a good way. While RE4 didn't go for scares as much as thrills, compared to other games in the series, I found myself jumping through my skin quite a few times, because things actually snuck up on my (very large) blind side.
Sound design is the next biggest thing that contributes to the atmosphere. Music, ambient sound, dialogue, it all makes the player feel something, even unconsciously. Best case scenario, the player is sucked so far into whatever setting that you've placed them into that everything around them is a background noise.
Let's go back to that abandoned school building. We have the lights broken in some places, maybe some small details to give the player something to investigate. Now, in the background, imagine the sound of children playing in the distance. Couple that with the absolute isolation of this school, and the fact that the "children's" voices are at a constant volume. No matter how far into the school you travel, the children always sound like they're right down the hall. Add a couple other sound source, maybe abandoned music players, or radios, or even a TV or two that refuse to turn off, and it just gets creepier.